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Backtesting SBS Renko Bars

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    Backtesting SBS Renko Bars

    Lately i've been having issues backtesting SBS Renko bars. The more i backtest, the more the data seems to get corrupted. I reload historical data after a while it seems to fix the problem temporarily. I also notice that the patterns between my charts and two of my friends charts who run the identical strategy seem to have different results and patterns. Is this from the Renko bars, or is this a different pattern?

    If this is my problem, would switching to range bars or a different type of similar bar correct this issue?

    #2
    mr_dees, which NT version are you working with?

    If NT7, it might also help continuning to test with a refreshed cache folder (MyDocuments\NinjaTrader 7\db\cache)

    I'm generally not aware of any issues with the custom bar type, but comparing to Renko / Range might prove useful here.
    BertrandNinjaTrader Customer Service

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      #3
      i'm running NT ver. 6.5 and so are my friends...
      when comparing the pattern of the charts between our computers, we all seem to have different patterns.

      Would switching to a 5 Range bar be similar to a 5 tick Renko?

      Also, what exactly does ADX read its information from? when running ADX on these same strategies, we all have different numbers at the same time periods of the day..is this because of the varying Renko information? We have all reloaded historical data, and even reloaded NT itself this week.

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        #4
        mr_dees,

        All indicators are always run off of the data presented on the chart. As far as your charts, you guys need to ensure you actually all have exactly the same data set. Different data sets = different charts. This is the case for renkos and range alike. You guys will also need to ensure the exact same session begin/end times are used in the same timezone and the exact same starting date is used. Renko and range charts both are very dependent on the starting point of the chart. If you change the starting point everything built for that chart afterwards will look different.

        A 5 range chart is not equal to a 5 tick renko chart. Range and renkos are completely different chart types.
        Josh P.NinjaTrader Customer Service

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